On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling

Applications of Mathematics

Volumn 52, Issue 6, 2007, Pages 473-494

  Henrion, René ^a   Römisch, Werner ^b  

^a WEIERSTRASS INSTITUTE FOR APPLIED ANALYSIS AND STOCHASTICS   (Germany)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

bidding; co derivative; electricity markets; EPEC; equilibrium constraint; noncooperative games; optimality condition; random demand

Indexed keywords

EID: 84867976159     PISSN: 08627940     EISSN: 15729109     Source Type: Journal    
DOI: 10.1007/s10492-007-0028-z     Document Type: Article

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